Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained?

Publisher: Duncker & Humblot

E-ISSN: 1865-5734|41|1|79-124

ISSN: 0023-4591

Source: Die Konstruktion eines Performanceindexes fr geschlossene Schiffsfonds, Vol.41, Iss.1, 2008-05, pp. : 79-124

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Abstract